+476.3%
ONTO vs DG
-8.5%
+484.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.5% | -2.9% |
| 7D | +17.5% | +0.3% | +17.2% | +17.5% |
| 30D | -15.7% | +3.2% | -18.9% | -16.1% |
| 3M | -39.7% | +10.4% | -50.2% | -40.7% |
| 6M | -26.5% | +33.2% | -59.6% | -30.1% |
| YTD | +29.0% | +3.0% | +26.0% | +27.5% |
| 1Y | +57.0% | +31.2% | +25.7% | +48.5% |
| 3Y | +50.0% | +21.8% | +28.2% | +38.1% |
| 5Y | +127.3% | -35.0% | +162.2% | +166.8% |
| All | +476.3% | -8.5% | +484.8% | +394.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling